Items where Author is "Marmi, Stefano"

Lillo, Fabrizio, Livieri, Giulia ORCID: 0000-0002-3777-7329, Marmi, Stefano, Solomko, Anton and Vaienti, Sandro (2023) Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems. Journal of Statistical Physics, 190 (10). ISSN 0022-4715

Lillo, Fabrizio, Livieri, Giulia ORCID: 0000-0002-3777-7329, Marmi, Stefano, Solomko, Anton and Vaienti, Sandro (2023) Analysis of bank leverage via dynamical systems and deep neural networks. SIAM Journal on Financial Mathematics, 14 (2). 598 - 643. ISSN 1945-497X

Ceccon, Riccardo, Livieri, Giulia ORCID: 0000-0002-3777-7329 and Marmi, Stefano (2023) The Yoccoz–Birkeland livestock population model coupled with random price dynamics. Communications in Nonlinear Science and Numerical Simulation, 118. ISSN 1007-5704

Bottazzi, Giulio, Cordoni, Francesco, Livieri, Giulia ORCID: 0000-0002-3777-7329 and Marmi, Stefano (2023) Uncertainty in firm valuation and a cross-sectional misvaluation measure. Annals of Finance, 19 (1). 63 - 93. ISSN 1614-2446

Toscano, Giacomo, Livieri, Giulia ORCID: 0000-0002-3777-7329, Mancino, Maria Elvira and Marmi, Stefano (2022) Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized Facts. Journal of Financial Econometrics, 22 (1). 252 - 296. ISSN 1479-8409

Tirone, Salvatore, Ghio, Maddalena, Livieri, Giulia ORCID: 0000-0002-3777-7329, Giovannetti, Vittorio and Marmi, Stefano (2021) Kelly betting with quantum payoff: a continuous variable approach. Quantum (5). ISSN 2521-327X

Corsi, Fulvio, Hosni, Hykel and Marmi, Stefano (2013) Risk allocation: the double face of financial derivatives. . London School of Economics and Political Science.